hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-eth-1d-notp-100 | exchange: Bybit
Pairs
1
Initial Balance
1000.00
Final Balance
3602.07
Total PnL
2602.07 (260.21%)
Total Trades (Win/Los)
17 (10/7)
Win Rate
58.82%
Max Drawdown
699.77 (23.52%)
Total Fees
18.95
Position avg (max), %
82.92 (144.17)
Profit Factor
3.42
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Year |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -22.32% | 54.07% | 9.74% | -10.14% | 3.68% | -9.24% | -7.07% | 23.37% | -0.30% | -2.91% | 10.63% | -16.02% | 14.52% |
| 2025 | 1.27% | 26.84% | 8.34% | -2.50% | 29.83% | -8.16% | 15.55% | 21.15% | -4.12% | 4.43% | 11.72% | -11.00% | 125.48% |
| 2026 | 14.33% | 15.59% | -6.92% | 5.31% | 7.75% | 0.00% | — | — | — | — | — | — | 39.58% |
Report Statistics
Period & Scope
| Metric | Value |
|---|---|
| Report range | 2024-01-01 - 2026-06-01 |
| Days in test | 882.0 |
| Months in test | 30 |
| Months with data | 30 |
| Pairs count | 1 |
Balance & Equity
| Metric | Value |
|---|---|
| Initial balance | 1000.00 |
| Final balance | 3602.07 |
| Min balance | 732.50 |
| Max balance | 3656.93 |
Monthly Performance
| Metric | Value |
|---|---|
| Average monthly return (geometric), % | 4.37 |
| Average monthly return (arithmetic), % | 5.43 |
| Best month, % | 54.07 |
| Worst month, % | -22.32 |
PnL, Volume & Fees
| Metric | Value |
|---|---|
| Total PnL | 2602.07 |
| Total PnL, % | 260.21 |
| Gross profit | 3775.68 |
| Gross loss | 1104.53 |
| Trading volume (USDT) | 52706.42 |
| Total transactions (buy/sell) | 18 |
| Total fees | 18.95 |
| Funding net | -50.14 |
| Funding accrued (received) | 64.36 |
| Funding paid | 114.50 |
Trades
| Metric | Value |
|---|---|
| Total Trades | 17 |
| Win Trades | 10 |
| Los Trades | 7 |
| Win Rate, % | 58.82 |
| Expectancy per trade | 157.1267 |
| Max consecutive wins | 3 |
| Max consecutive losses | 2 |
Risk & Exposure
| Metric | Value |
|---|---|
| Position avg, % of margin balance | 82.92 |
| Position max, % of margin balance | 144.17 |
| Max Drawdown | 699.77 |
| Max Drawdown, % | 23.52 |
Risk-Adjusted Ratios
| Metric | Value |
|---|---|
| Profit Factor (gross profit/gross loss) | 3.4184 |
| Recovery Factor (Total PnL / Max DD) | 3.7184 |
| Sharpe ratio (monthly) | 1.2202 |
| Sortino ratio (monthly) | 2.9026 |
| CAGR, % | 70.01 |
| Calmar ratio (CAGR / Max DD%) | 2.9761 |
Open Positions Size (USDT)
Strategy Charts
ETHUSDT 1d zigzag | PnL: 2671.15 | Fee: 18.95 | Vol: 52706.42
Realized PnL by Symbol
Details
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